NYMEX Light Sweet Crude Oil Future November 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
104.77 |
107.44 |
2.67 |
2.5% |
109.17 |
| High |
107.70 |
108.15 |
0.45 |
0.4% |
109.42 |
| Low |
104.54 |
105.56 |
1.02 |
1.0% |
105.57 |
| Close |
107.28 |
105.86 |
-1.42 |
-1.3% |
107.54 |
| Range |
3.16 |
2.59 |
-0.57 |
-18.0% |
3.85 |
| ATR |
2.05 |
2.09 |
0.04 |
1.9% |
0.00 |
| Volume |
215,629 |
301,286 |
85,657 |
39.7% |
542,999 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
114.29 |
112.67 |
107.28 |
|
| R3 |
111.70 |
110.08 |
106.57 |
|
| R2 |
109.11 |
109.11 |
106.33 |
|
| R1 |
107.49 |
107.49 |
106.10 |
107.01 |
| PP |
106.52 |
106.52 |
106.52 |
106.28 |
| S1 |
104.90 |
104.90 |
105.62 |
104.42 |
| S2 |
103.93 |
103.93 |
105.39 |
|
| S3 |
101.34 |
102.31 |
105.15 |
|
| S4 |
98.75 |
99.72 |
104.44 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
119.06 |
117.15 |
109.66 |
|
| R3 |
115.21 |
113.30 |
108.60 |
|
| R2 |
111.36 |
111.36 |
108.25 |
|
| R1 |
109.45 |
109.45 |
107.89 |
108.48 |
| PP |
107.51 |
107.51 |
107.51 |
107.03 |
| S1 |
105.60 |
105.60 |
107.19 |
104.63 |
| S2 |
103.66 |
103.66 |
106.83 |
|
| S3 |
99.81 |
101.75 |
106.48 |
|
| S4 |
95.96 |
97.90 |
105.42 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
108.15 |
104.40 |
3.75 |
3.5% |
2.11 |
2.0% |
39% |
True |
False |
199,461 |
| 10 |
109.68 |
104.40 |
5.28 |
5.0% |
2.02 |
1.9% |
28% |
False |
False |
149,503 |
| 20 |
111.34 |
103.07 |
8.27 |
7.8% |
2.17 |
2.1% |
34% |
False |
False |
110,434 |
| 40 |
111.34 |
100.80 |
10.54 |
10.0% |
1.92 |
1.8% |
48% |
False |
False |
81,540 |
| 60 |
111.34 |
92.64 |
18.70 |
17.7% |
1.84 |
1.7% |
71% |
False |
False |
67,462 |
| 80 |
111.34 |
91.22 |
20.12 |
19.0% |
1.80 |
1.7% |
73% |
False |
False |
55,894 |
| 100 |
111.34 |
89.26 |
22.08 |
20.9% |
1.79 |
1.7% |
75% |
False |
False |
46,884 |
| 120 |
111.34 |
85.96 |
25.38 |
24.0% |
1.78 |
1.7% |
78% |
False |
False |
40,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
119.16 |
|
2.618 |
114.93 |
|
1.618 |
112.34 |
|
1.000 |
110.74 |
|
0.618 |
109.75 |
|
HIGH |
108.15 |
|
0.618 |
107.16 |
|
0.500 |
106.86 |
|
0.382 |
106.55 |
|
LOW |
105.56 |
|
0.618 |
103.96 |
|
1.000 |
102.97 |
|
1.618 |
101.37 |
|
2.618 |
98.78 |
|
4.250 |
94.55 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
106.86 |
106.28 |
| PP |
106.52 |
106.14 |
| S1 |
106.19 |
106.00 |
|